+2,520.1%
LRCX vs SPG
+113.9%
+2,406.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | +12.7% | +2.0% | +10.7% | +12.0% |
| 30D | -21.3% | +17.2% | -38.5% | -26.1% |
| 3M | -32.9% | +6.3% | -39.2% | -34.6% |
| 6M | -23.4% | +18.7% | -42.1% | -29.1% |
| YTD | +32.4% | +30.1% | +2.3% | +18.2% |
| 1Y | +48.0% | +32.8% | +15.3% | +31.0% |
| 3Y | +243.9% | +133.6% | +110.4% | +144.6% |
| 5Y | +280.6% | +84.4% | +196.2% | +190.9% |
| All | +2,520.1% | +113.9% | +2,406.2% | +1,694.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling